Introduction and Syllabus

LimSup and LimInf

Measurable Functions

Introduction to Integral with respect to Measure

Mean Value Theorem and Taylor's Theorem

Laws of Large Numbers

Borel-Cantelli Lemma

Glivenko-Cantelli Lemma

Asymptotic distribution of the Sample Quantiles

Asymptotic Properties of the MLE

One-Step Estimation

Multivariate Normal Distribution results

Positive Definite Matrices

The De Finetti 0-1 Representation

STATISTICAL TABLES

Normal CDF Table

Chi-squared Table

T-distribution

Fisher-F table

EXERCISES & ASSESSED COURSEWORK

Exercises 2 Solutions

Exercises 3 Solutions (Corrected !)

Exercises 4 Solutions

Assessed Coursework 1 Solutions

Assessed Coursework 2 Solutions

REVISION MATERIAL

EXAM 2004-2005: Exam Solutions

SAMPLE QUESTIONS: Sample Qs Solutions (Corrected !)

WORKED EXAMPLES:

• Testing for the Pareto
• Efficient Inference for the Cauchy Distribution